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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Fed Funds rate fixed by the FED. More...
#include <ql/indexes/ibor/fedfunds.hpp>
Public Member Functions | |
| FedFunds (const Handle< YieldTermStructure > &h={}) | |
Fed Funds rate fixed by the FED.
(for balances held at the Federal Reserve)